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GOGIX vs. VWIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOGIX and VWIGX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

GOGIX vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Funds International Growth Fund (GOGIX) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.15%
1.67%
GOGIX
VWIGX

Key characteristics

Sharpe Ratio

GOGIX:

1.09

VWIGX:

0.40

Sortino Ratio

GOGIX:

1.58

VWIGX:

0.62

Omega Ratio

GOGIX:

1.19

VWIGX:

1.10

Calmar Ratio

GOGIX:

0.37

VWIGX:

0.18

Martin Ratio

GOGIX:

4.47

VWIGX:

1.54

Ulcer Index

GOGIX:

3.25%

VWIGX:

5.07%

Daily Std Dev

GOGIX:

13.33%

VWIGX:

19.37%

Max Drawdown

GOGIX:

-57.21%

VWIGX:

-65.63%

Current Drawdown

GOGIX:

-28.82%

VWIGX:

-36.52%

Returns By Period

In the year-to-date period, GOGIX achieves a 5.54% return, which is significantly lower than VWIGX's 8.98% return. Over the past 10 years, GOGIX has underperformed VWIGX with an annualized return of 3.87%, while VWIGX has yielded a comparatively higher 5.60% annualized return.


GOGIX

YTD

5.54%

1M

7.36%

6M

6.16%

1Y

16.17%

5Y*

-0.42%

10Y*

3.87%

VWIGX

YTD

8.98%

1M

9.67%

6M

1.67%

1Y

10.16%

5Y*

1.47%

10Y*

5.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOGIX vs. VWIGX - Expense Ratio Comparison

GOGIX has a 0.99% expense ratio, which is higher than VWIGX's 0.43% expense ratio.


GOGIX
John Hancock Funds International Growth Fund
Expense ratio chart for GOGIX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

GOGIX vs. VWIGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GOGIX
The Risk-Adjusted Performance Rank of GOGIX is 5454
Overall Rank
The Sharpe Ratio Rank of GOGIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of GOGIX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of GOGIX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of GOGIX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of GOGIX is 6161
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 2222
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOGIX vs. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds International Growth Fund (GOGIX) and Vanguard International Growth Fund Investor Shares (VWIGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for GOGIX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.090.40
The chart of Sortino ratio for GOGIX, currently valued at 1.58, compared to the broader market0.002.004.006.008.0010.0012.001.580.62
The chart of Omega ratio for GOGIX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.10
The chart of Calmar ratio for GOGIX, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.000.370.18
The chart of Martin ratio for GOGIX, currently valued at 4.47, compared to the broader market0.0020.0040.0060.0080.004.471.54
GOGIX
VWIGX

The current GOGIX Sharpe Ratio is 1.09, which is higher than the VWIGX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of GOGIX and VWIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.09
0.40
GOGIX
VWIGX

Dividends

GOGIX vs. VWIGX - Dividend Comparison

GOGIX's dividend yield for the trailing twelve months is around 0.73%, less than VWIGX's 0.76% yield.


TTM20242023202220212020201920182017201620152014
GOGIX
John Hancock Funds International Growth Fund
0.73%0.78%2.66%0.00%0.83%0.21%0.67%0.98%0.48%0.94%0.43%2.74%
VWIGX
Vanguard International Growth Fund Investor Shares
0.76%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%

Drawdowns

GOGIX vs. VWIGX - Drawdown Comparison

The maximum GOGIX drawdown since its inception was -57.21%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for GOGIX and VWIGX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%SeptemberOctoberNovemberDecember2025February
-28.82%
-36.52%
GOGIX
VWIGX

Volatility

GOGIX vs. VWIGX - Volatility Comparison

The current volatility for John Hancock Funds International Growth Fund (GOGIX) is 3.34%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.59%. This indicates that GOGIX experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
3.34%
4.59%
GOGIX
VWIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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